-18.7%
RMBS vs CDW
+23.0%
-41.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.5% |
| 7D | +3.0% | +2.6% | +0.4% | +2.7% |
| 30D | -15.5% | +20.4% | -35.9% | -16.2% |
| 3M | -11.5% | +28.5% | -39.9% | -12.6% |
| 6M | -36.5% | +70.6% | -107.1% | -37.5% |
| YTD | -7.1% | +29.1% | -36.2% | -7.4% |
| 1Y | -18.7% | +23.8% | -42.4% | -12.7% |
| All | -18.7% | +23.0% | -41.7% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling